+336.6%
PBJ vs SPY
+816.5%
-479.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +1.3% | +2.6% | -1.3% | -0.3% |
| 30D | +2.3% | -2.0% | +4.3% | +3.5% |
| 3M | +0.7% | -2.8% | +3.5% | +2.3% |
| 6M | -0.2% | +2.1% | -2.3% | -2.0% |
| YTD | +8.7% | +11.5% | -2.8% | +0.6% |
| 1Y | +11.0% | +13.5% | -2.5% | +1.6% |
| 3Y | +18.2% | +77.7% | -59.5% | -19.9% |
| 5Y | +19.0% | +72.6% | -53.6% | -19.1% |
| 10Y | +72.5% | +308.2% | -235.6% | -35.2% |
| All | +336.6% | +816.5% | -479.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling